Thanks Roger. I will have a look at it.
Andreas 12. mars 2014 09:59 skrev "Roger Bivand" <[email protected]> følgende: > On Tue, 11 Mar 2014, Andreas Forø Tollefsen wrote: > > Hi, >> >> I wanted to ask if anyone know of particular diagnostics plot for sarlm >> objects. >> > > Do you mean Haining-style plots (DOI: 10.1111/j.1467-9787.1994.tb00870.x) > or others? > > In addition, it would be great to be able to plot create effect plots for >> the models fitted. Is this possible? >> >> > The answer is no, and more no now than before. Until a few years ago, > lagsarlm() returned a fitted lm object from (y - \rho W y) ~ X, but it no > longer does so (the fitted object included its fitting environment which > made objects arbitrarily large on serialisation). You can re-create this > with: > > library(spdep) > data(oldcol) > COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, > nb2listw(COL.nb, style="W")) > lmobj <- lm(COL.lag.eig$tary ~ COL.lag.eig$tarX - 1) > > but variable names, etc, are messed up. If you reconstruct them: > > CRIME <- COL.lag.eig$tary > INC <- COL.lag.eig$tarX[,2] > HOVAL <- COL.lag.eig$tarX[,3] > lmobj <- lm(CRIME ~ INC + HOVAL) > library(effects) > plot(effect("INC:HOVAL", lmobj)) > > works, but the lm() variance-covariance of the coefficients matrix is > wrong (omitted interaction with \rho). For errorsarlm(), the lm() > variance-covariance is OK if the model is correctly specified. To do this > properly would involve writing an Effect method to suit, and finding out > how to add output components (terms?) to errorsarlm, lagsarlm and sacsarlm > to permit them to flow through effect. The crucial thing would be to pass > the correct variance-covariance matrix through, I think. > > This is worth doing, contributions welcome! > > Roger > > > Thanks! >> >> Andreas >> >> [[alternative HTML version deleted]] >> >> _______________________________________________ >> R-sig-Geo mailing list >> [email protected] >> https://stat.ethz.ch/mailman/listinfo/r-sig-geo >> >> > -- > Roger Bivand > Department of Economics, Norwegian School of Economics, > Helleveien 30, N-5045 Bergen, Norway. > voice: +47 55 95 93 55; fax +47 55 95 95 43 > e-mail: [email protected] > [[alternative HTML version deleted]]
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